ICE US Dollar Index Future June 2017
Trading Metrics calculated at close of trading on 13-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
101.790 |
101.160 |
-0.630 |
-0.6% |
101.355 |
High |
101.845 |
101.265 |
-0.580 |
-0.6% |
102.125 |
Low |
101.025 |
100.865 |
-0.160 |
-0.2% |
101.025 |
Close |
101.107 |
101.195 |
0.088 |
0.1% |
101.107 |
Range |
0.820 |
0.400 |
-0.420 |
-51.2% |
1.100 |
ATR |
0.620 |
0.604 |
-0.016 |
-2.5% |
0.000 |
Volume |
55,258 |
22,844 |
-32,414 |
-58.7% |
155,033 |
|
Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.308 |
102.152 |
101.415 |
|
R3 |
101.908 |
101.752 |
101.305 |
|
R2 |
101.508 |
101.508 |
101.268 |
|
R1 |
101.352 |
101.352 |
101.232 |
101.430 |
PP |
101.108 |
101.108 |
101.108 |
101.148 |
S1 |
100.952 |
100.952 |
101.158 |
101.030 |
S2 |
100.708 |
100.708 |
101.122 |
|
S3 |
100.308 |
100.552 |
101.085 |
|
S4 |
99.908 |
100.152 |
100.975 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.719 |
104.013 |
101.712 |
|
R3 |
103.619 |
102.913 |
101.410 |
|
R2 |
102.519 |
102.519 |
101.309 |
|
R1 |
101.813 |
101.813 |
101.208 |
101.616 |
PP |
101.419 |
101.419 |
101.419 |
101.321 |
S1 |
100.713 |
100.713 |
101.006 |
100.516 |
S2 |
100.319 |
100.319 |
100.905 |
|
S3 |
99.219 |
99.613 |
100.805 |
|
S4 |
98.119 |
98.513 |
100.502 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.125 |
100.865 |
1.260 |
1.2% |
0.528 |
0.5% |
26% |
False |
True |
32,135 |
10 |
102.190 |
100.705 |
1.485 |
1.5% |
0.590 |
0.6% |
33% |
False |
False |
19,532 |
20 |
102.190 |
100.355 |
1.835 |
1.8% |
0.564 |
0.6% |
46% |
False |
False |
10,157 |
40 |
102.190 |
99.145 |
3.045 |
3.0% |
0.624 |
0.6% |
67% |
False |
False |
5,330 |
60 |
103.750 |
99.145 |
4.605 |
4.6% |
0.648 |
0.6% |
45% |
False |
False |
3,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.965 |
2.618 |
102.312 |
1.618 |
101.912 |
1.000 |
101.665 |
0.618 |
101.512 |
HIGH |
101.265 |
0.618 |
101.112 |
0.500 |
101.065 |
0.382 |
101.018 |
LOW |
100.865 |
0.618 |
100.618 |
1.000 |
100.465 |
1.618 |
100.218 |
2.618 |
99.818 |
4.250 |
99.165 |
|
|
Fisher Pivots for day following 13-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
101.152 |
101.495 |
PP |
101.108 |
101.395 |
S1 |
101.065 |
101.295 |
|